S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9007	6.16
$α$	0.0931	7.23
$β$	0.8633	46.29
$γ_{1}$	0.0786	3.50
$γ_{2}$	-0.1496	-4.37
$γ_{3}$	0.1071	4.27
$γ_{4}$	-0.0242	-0.99
$γ_{5}$	-0.0116	-0.46
$γ_{6}$	-0.0062	-0.32

V-Lab

TransGlobe Energy Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TransGlobe Energy Corp Analyses